+36.2%
SNPS vs ALLE
+53.5%
-17.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -9.8% | +25.9% | -35.7% | -18.7% |
| 3M | +11.7% | +14.9% | -3.2% | +4.7% |
| 6M | -10.9% | +42.1% | -53.1% | -25.1% |
| YTD | -2.1% | +20.4% | -22.5% | -11.4% |
| 1Y | +14.8% | +14.9% | -0.1% | +6.4% |
| 3Y | -11.3% | +90.1% | -101.4% | -39.7% |
| 5Y | +36.2% | +53.0% | -16.8% | +10.6% |
| All | +36.2% | +53.5% | -17.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling